Conduction at the onset of chaos

After a general discussion of the thermodynamics of conductive processes, we introduce specific observables enabling the connection of the diffusive transport properties with the microscopic dynamics. We solve the case of Brownian particles, both analytically and numerically, and address then whether aspects of the classic Onsager's picture generalize to the non-local non-reversible dynamics described by logistic map iterates. While in the chaotic case numerical evidence of a monotonic relaxation is found, at the onset of chaos complex relaxation patterns emerge.Comment: 8 pages, 4 figure

Mixing and approach to equilibrium in the standard map

For a paradigmatic case, the standard map, we discuss how the statistical description of the approach to equilibrium is related to the sensitivity to the initial conditions of the system. Using a numerical analysis we present an anomalous scenario that may give some insight on the foundations of the Tsallis' statistical mechanics.Comment: Latex, 5 pages, 3 eps figures. Contribution to the proceedings of NEXT 200

On time and ensemble averages in quasistationary state of low-dimensional Hamiltonian maps

We discuss the relation between ensemble and time averages for quasistationary states of low-dimensional symplectic maps that present remarkable analogies with similar states detected in many-body long-range-interacting Hamiltonian systems.Comment: Communication at lawnp'03, VIII Latin American Workshop on Nonlinear Phenomena, Salvador, Bahia, Brazil, Sept. 28 - Oct. 3, 2003. Accepted for publication in Physica A. Elsevier Latex, 7 pages, 5 figure

Scaling and efficiency determine the irreversible evolution of a market

In setting up a stochastic description of the time evolution of a financial index, the challenge consists in devising a model compatible with all stylized facts emerging from the analysis of financial time series and providing a reliable basis for simulating such series. Based on constraints imposed by market efficiency and on an inhomogeneous-time generalization of standard simple scaling, we propose an analytical model which accounts simultaneously for empirical results like the linear decorrelation of successive returns, the power law dependence on time of the volatility autocorrelation function, and the multiscaling associated to this dependence. In addition, our approach gives a justification and a quantitative assessment of the irreversible character of the index dynamics. This irreversibility enters as a key ingredient in a novel simulation strategy of index evolution which demonstrates the predictive potential of the model.Comment: 5 pages, 4 figure

Export dynamics as an optimal growth problem in the network of global economy

We analyze export data aggregated at world global level of 219 classes of products over a period of 39 years. Our main goal is to set up a dynamical model to identify and quantify plausible mechanisms by which the evolutions of the various exports affect each other. This is pursued through a stochastic differential description, partly inspired by approaches used in population dynamics or directed polymers in random media. We outline a complex network of transfer rates which describes how resources are shifted between different product classes, and determines how casual favorable conditions for one export can spread to the other ones. A calibration procedure allows to fit four free model-parameters such that the dynamical evolution becomes consistent with the average growth, the fluctuations, and the ranking of the export values observed in real data. Growth crucially depends on the balance between maintaining and shifting resources to different exports, like in an explore-exploit problem. Remarkably, the calibrated parameters warrant a close-to-maximum growth rate under the transient conditions realized in the period covered by data, implying an optimal self organization of the global export. According to the model, major structural changes in the global economy take tens of years

Nos\'e-Hoover and Langevin thermostats do not reproduce the nonequilibrium behavior of long-range Hamiltonians

We compare simulations performed using the Nos\'e-Hoover and the Langevin thermostats with the Hamiltonian dynamics of a long-range interacting system in contact with a reservoir. We find that while the statistical mechanics equilibrium properties of the system are recovered by all the different methods, the Nos\'e-Hoover and the Langevin thermostats fail in reproducing the nonequilibrium behavior of such Hamiltonian.Comment: Contribution to the proceeding of the "International Conference on the Frontiers of Nonlinear and Complex Systems" in honor of Prof. Bambi Hu, Hong Kong, May 200

Mesoscopic virial equation for nonequilibrium statistical mechanics

We derive a class of mesoscopic virial equations governing energy partition between conjugate position and momentum variables of individual degrees of freedom. They are shown to apply to a wide range of nonequilibrium steady states with stochastic (Langevin) and deterministic (Nos\'e--Hoover) dynamics, and to extend to collective modes for models of heat-conducting lattices. A generalised macroscopic virial theorem ensues upon summation over all degrees of freedom. This theorem allows for the derivation of nonequilibrium state equations that involve dissipative heat flows on the same footing with state variables, as exemplified for inertial Brownian motion with solid friction and overdamped active Brownian particles subject to inhomogeneous pressure.Comment: 14 pages, 3 figures. Some revision

Finite-size scaling in unbiased translocation dynamics

Finite-size scaling arguments naturally lead us to introduce a coordinate-dependent diffusion coefficient in a Fokker-Planck description of the late stage dynamics of unbiased polymer translocation through a membrane pore. The solution for the probability density function of the chemical coordinate matches the initial-stage subdiffusive regime and takes into account the equilibrium entropic drive. Precise scaling relations connect the subdiffusion exponent to the divergence with the polymer length of the translocation time, and also to the singularity of the probability density function at the absorbing boundaries. Quantitative comparisons with numerical simulation data in $d=2$ strongly support the validity of the model and of the predicted scalings.Comment: Text revision. Supplemental Material adde